Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.00 |
1,070.75 |
-16.25 |
-1.5% |
1,077.50 |
High |
1,095.00 |
1,076.00 |
-19.00 |
-1.7% |
1,098.50 |
Low |
1,068.50 |
1,061.75 |
-6.75 |
-0.6% |
1,061.75 |
Close |
1,071.25 |
1,070.25 |
-1.00 |
-0.1% |
1,070.25 |
Range |
26.50 |
14.25 |
-12.25 |
-46.2% |
36.75 |
ATR |
20.26 |
19.83 |
-0.43 |
-2.1% |
0.00 |
Volume |
2,435,373 |
1,806,478 |
-628,895 |
-25.8% |
9,439,919 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.00 |
1,105.50 |
1,078.00 |
|
R3 |
1,097.75 |
1,091.25 |
1,074.25 |
|
R2 |
1,083.50 |
1,083.50 |
1,072.75 |
|
R1 |
1,077.00 |
1,077.00 |
1,071.50 |
1,073.00 |
PP |
1,069.25 |
1,069.25 |
1,069.25 |
1,067.50 |
S1 |
1,062.75 |
1,062.75 |
1,069.00 |
1,059.00 |
S2 |
1,055.00 |
1,055.00 |
1,067.75 |
|
S3 |
1,040.75 |
1,048.50 |
1,066.25 |
|
S4 |
1,026.50 |
1,034.25 |
1,062.50 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.00 |
1,165.50 |
1,090.50 |
|
R3 |
1,150.25 |
1,128.75 |
1,080.25 |
|
R2 |
1,113.50 |
1,113.50 |
1,077.00 |
|
R1 |
1,092.00 |
1,092.00 |
1,073.50 |
1,084.50 |
PP |
1,076.75 |
1,076.75 |
1,076.75 |
1,073.00 |
S1 |
1,055.25 |
1,055.25 |
1,067.00 |
1,047.50 |
S2 |
1,040.00 |
1,040.00 |
1,063.50 |
|
S3 |
1,003.25 |
1,018.50 |
1,060.25 |
|
S4 |
966.50 |
981.75 |
1,050.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.50 |
1,061.75 |
36.75 |
3.4% |
19.00 |
1.8% |
23% |
False |
True |
1,887,983 |
10 |
1,126.75 |
1,061.75 |
65.00 |
6.1% |
19.00 |
1.8% |
13% |
False |
True |
1,876,759 |
20 |
1,127.75 |
1,061.75 |
66.00 |
6.2% |
18.00 |
1.7% |
13% |
False |
True |
1,842,193 |
40 |
1,127.75 |
1,002.75 |
125.00 |
11.7% |
21.00 |
2.0% |
54% |
False |
False |
2,054,549 |
60 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
22.25 |
2.1% |
53% |
False |
False |
1,764,260 |
80 |
1,203.25 |
1,002.75 |
200.50 |
18.7% |
25.25 |
2.4% |
34% |
False |
False |
1,325,004 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
23.00 |
2.1% |
32% |
False |
False |
1,060,345 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
20.75 |
1.9% |
32% |
False |
False |
883,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.50 |
2.618 |
1,113.25 |
1.618 |
1,099.00 |
1.000 |
1,090.25 |
0.618 |
1,084.75 |
HIGH |
1,076.00 |
0.618 |
1,070.50 |
0.500 |
1,069.00 |
0.382 |
1,067.25 |
LOW |
1,061.75 |
0.618 |
1,053.00 |
1.000 |
1,047.50 |
1.618 |
1,038.75 |
2.618 |
1,024.50 |
4.250 |
1,001.25 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1,069.75 |
1,080.00 |
PP |
1,069.25 |
1,076.75 |
S1 |
1,069.00 |
1,073.50 |
|